Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.4: Asset-Backed Securities (ABS)

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Loss Absorbency Internal Internal Counterparty Business Line
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30940.95 Day 45 Yes 2928.04 7-30 Days S-4 30931.46 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39617.17 Day 45 No 449.07 7-30 Days S-5 46598.40 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17182.09 Day 45 Yes 1559.11 91-180 Days S-6 16639.29 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28.44 Day 45 Yes 2.71 31-90 Days S-7 29.83 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7171.15 Day 46 No 378.89 91-180 Days A-0-Q 6196.53 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33783.86 Day 46 No 212.69 31-90 Days A-1-Q 27226.87 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17663.88 Day 46 No 47.46 91-180 Days A-2-Q 18561.57 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23182.17 Day 46 No 2014.44 <7 Days A-3-Q 21589.12 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29354.32 Day 46 No 2002.18 91-180 Days A-4-Q 23970.73 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3400.87 Day 46 No 173.46 91-180 Days A-5-Q 4007.24 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35257.49 Day 46 Yes 502.49 7-30 Days CB-1-Q 31075.26 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9316.41 Day 46 No 174.29 7-30 Days CB-2-Q 11047.45 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1902.39 Day 46 Yes 174.53 <7 Days S-1-Q 1773.18 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18753.41 Day 46 No 132.50 7-30 Days S-2-Q 16182.29 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4251.80 Day 46 No 40.23 31-90 Days S-3-Q 4645.97 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39112.58 Day 46 No 2834.65 <7 Days S-4-Q 46273.16 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5326.96 Day 46 No 481.79 31-90 Days CB-3-Q 4784.57 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20136.01 Day 46 No 1758.64 91-180 Days G-1-Q 23686.88 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38630.12 Day 46 No 2258.27 31-90 Days G-2-Q 44246.56 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39333.79 Day 46 No 2245.59 31-90 Days G-3-Q 34526.87 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7261.32 Day 46 No 461.83 91-180 Days S-5-Q 7190.75 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29007.17 Day 46 No 2430.85 91-180 Days S-6-Q 31023.62 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34059.47 Day 46 Yes 215.05 91-180 Days S-7-Q 27962.46 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40056.00 Day 46 Yes 799.35 7-30 Days E-1-Q 33972.85 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4494.10 Day 46 Yes 205.21 91-180 Days E-2-Q 4478.90 None Yes Liberty Mortgage Services Corp. Investment Banking